+368.8%
SNXX vs COO
-32.9%
+401.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.5% | -6.6% | -7.3% |
| 7D | -12.0% | -22.5% | +10.5% | -25.0% |
| 30D | +37.9% | -29.7% | +67.7% | +8.1% |
| 3M | -52.7% | -20.1% | -32.5% | -58.1% |
| 6M | +194.8% | -26.9% | +221.7% | +247.0% |
| All | +368.8% | -32.9% | +401.7% | +500.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling